Rolling Horizon Policies in Multistage Stochastic Programming

no code implementations • 9 Feb 2021 • Murwan Siddig, Yongjia Song, Amin Khademi

This leads to a delicate issue of how many stages to include in the smaller problems used in the RH procedure.

Decision Making Decision Making Under Uncertainty Optimization and Control

Optimization Models for Integrated Biorefinery Operations

no code implementations • 8 Jan 2021 • Berkay Gulcan, Sandra D. Eksioglu, Yongjia Song, Mohammad Roni, Qiushi Chen

Variations of physical and chemical characteristics of biomass lead to an uneven flow of biomass in a biorefinery, which reduces equipment utilization and increases operational costs.

Optimization and Control Applications

Adaptive Sequential SAA for Solving Two-stage Stochastic Linear Programs

no code implementations • 7 Dec 2020 • Raghu Pasupathy, Yongjia Song

We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs.

Vocal Bursts Valence Prediction